20151027

Black box variational inference for gammas

Whoa, this has been a long blogging hiatus for me. I have no excuses other than I've been enjoying life and working hard. So not excuses, reasons.

I return with a super light-and-fluffy post to share a guide to black box variational inference for gamma-distributed latent variables. BBVI is very powerful, but I was having trouble applying it to gamma variables, so I asked Rajesh (its creator) for some tips. I wrote the guide to try out his tricks on a very simple model and share them with other folks that might be having similar issues. Have fun, ya'll.